Nonparametric Analysis of Complex Nonlinear Systems
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References listed on IDEAS
- Peter Hall & Jeff Racine & Qi Li, 2004. "Cross-Validation and the Estimation of Conditional Probability Densities," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1015-1026, December.
- Li, Qi & Racine, Jeffrey S, 2008. "Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 423-434.
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"Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions,"
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More about this item
KeywordsKernel Smoothing; Conditional Density; Distribution; Mean and Quantile Estimation; Exploratory Data Analysis;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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